| Metric | 11375424:btcusd:triple_med_gx:lsma50_40 | 11375424:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -2.88% | 190.14% |
| Max Drawdown | -19.15% | -67.18% |
| Sharpe | -0.01 | 0.42 |
| Sortino | -0.02 | 0.61 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.51 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 102.6 | 2.92 |
| Outlier Loss Ratio | 4.52 | 2.91 |
| Volatility (ann.) | 5.44% | 26.33% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.04 | 0.53 |
| Skew | 4.74 | 0.18 |
| Kurtosis | 173.17 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.51% |
| Expected Yearly % | -0.73% | 30.51% |
| Kelly Criterion | -7.71% | 13.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.24% |
| Expected Shortfall (cVaR) | -0.47% | -2.24% |
| Year | 11375424:BTCUSD | 11375424:btcusd:triple_med_gx:lsma50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -7.89 | 0.13 | + |
| 2023 | 155.54 | -0.00 | -0.00 | - |
| 2024 | 121.00 | 8.54 | 0.07 | - |
| 2025 | 30.14 | -2.87 | -0.10 | - |
| Metric | 11375424:btcusd:triple_med_gx:lsma50_40 | 11375424:BTCUSD |
|---|---|---|
| MTD | 3.21% | 13.36% |
| 3M | -0.37% | 45.08% |
| 6M | -2.87% | 28.47% |
| YTD | -2.87% | 30.14% |
| 1Y | -4.62% | 105.13% |
| 3Y (ann.) | -2.05% | 81.7% |
| 5Y (ann.) | -0.84% | 35.72% |
| Metric | 11375424:btcusd:triple_med_gx:lsma50_40 | 11375424:BTCUSD |
|---|---|---|
| Max Drawdown | -19.15% | -67.18% |
| Longest DD Days | 1217.0 | 683.0 |
| Avg. Drawdown | -5.18% | -7.32% |
| Avg. Drawdown Days | 249.0 | 35.0 |
| Recovery Factor | -0.15 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-15 | 2025-07-14 | -19.15 | 1217 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-01-29 | 2022-02-27 | -1.88 | 28 |
| 2022-03-14 | 2022-03-14 | -0.18 | 0 |
| 2022-01-29 | 2022-01-29 | -0.18 | 0 |
| Metric | 11375424:btcusd:triple_med_gx:lsma50_40 | 11375424:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.18% | 35.75% |
| Worst Week | -4.91% | -29.64% |
| Best Month | 8.16% | 43.77% |
| Worst Month | -5.32% | -37.12% |
| Best Year | 8.54% | 155.54% |
| Worst Year | -7.89% | -60.52% |
| Avg. Up Day | 0.88% | 0.92% |
| Avg. Down Day | -0.67% | -0.72% |
| Avg. Up Week | 1.9% | 8.7% |
| Avg. Down Week | -1.25% | -2.45% |
| Avg. Up Month | 2.4% | 14.54% |
| Avg. Down Month | -2.04% | -11.02% |
| Win Days % | 38.89% | 51.27% |
| Win Month % | 39.53% | 60.47% |
| Win Week % | 38.55% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |